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Identification of Average Treatment Effects in Nonparametric Panel Models

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  • Susan Athey
  • Guido Imbens

Abstract

This paper studies identification of average treatment effects in a panel data setting. It introduces a novel nonparametric factor model and proves identification of average treatment effects. The identification proof is based on the introduction of a consistent estimator. Underlying the proof is a result that there is a consistent estimator for the expected outcome in the absence of the treatment for each unit and time period; this result can be applied more broadly, for example in problems of decompositions of group-level differences in outcomes, such as the much-studied gender wage gap.

Suggested Citation

  • Susan Athey & Guido Imbens, 2025. "Identification of Average Treatment Effects in Nonparametric Panel Models," Papers 2503.19873, arXiv.org.
    • Handle: RePEc:arx:papers:2503.19873
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    File URL: http://arxiv.org/pdf/2503.19873
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